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DOE OSTI2024

Recent Advances of PyROS: A Pyomo Solver for Nonconvex Two-Stage Robust Optimization in Process Systems Engineering

The document presents recent algorithmic and implementation advances of the two-stage robust optimization (RO) solver PyROS, and a benchmarking study which demonstrates the utility of PyROS for two-stage RO problems. The advances include extensions of the scope of PyROS to models with uncertain variable bounds, improvements to the initializations of the subproblems used by the underlying cutting set algorithm, and extensions of the uncertainty set interfaces. The benchmarking study is performed on a library of over 8,500 instances, with variations in the nonlinearities, degree-of-freedom partitioning, uncertainty sets, and polynomial decision rule approximations. An amine-based CO2 capture case study is presented to demonstrate the utility of PyROS for large-scale process models. Overall, the results highlight the effectiveness of PyROS for obtaining robust solutions to optimization problems with uncertain equality constraints.

Sherman, Jason↗

NASA NTRS1973

The robustness of reliability predictions for series systems of identical components.

The robustness of reliability predictions based on the exponential failure law is investigated under possible deviations within the Weibull family of failure distributions. Regions of robustness are provided for series systems of N identical components, N = 1(1)15; i.e., regions in the space of the Weibull shape parameter, within which one may safely use the exponential prediction procedure and have no more than a prespecified error.

Posten, H. O.↗

NASA NTRS1974

On the robustness of a Bayes estimate

This paper examines the robustness of a Bayes estimator with respect to the assigned prior distribution. A Bayesian analysis for a stochastic scale parameter of a Weibull failure model is summarized in which the natural conjugate is assigned as the prior distribution of the random parameter. The sensitivity analysis is carried out by the Monte Carlo method in which, although an inverted gamma is the assigned prior, realizations are generated using distribution functions of varying shape. For several distributional forms and even for some fixed values of the parameter, simulated mean squared errors of Bayes and minimum variance unbiased estimators are determined and compared. Results indicate that the Bayes estimator remains squared-error superior and appears to be largely robust to the form of the assigned prior distribution.

Canavos, G. C.↗

NASA NTRS1977

Robustness of linear quadratic state feedback designs in the presence of system uncertainty

The paper deals with the problem of expressing the robustness (stability) property of a linear quadratic state feedback (LQSF) design quantitatively in terms of bounds on the perturbations (modeling errors or parameter variations) in the system matrices so that the closed-loop system remains stable. Nonlinear time-varying and linear time-invariant perturbations are considered. The only computation required in obtaining a measure of the robustness of an LQSF design is to determine the eigenvalues of two symmetric matrices determined when solving the algebraic Riccati equation corresponding to the LQSF design problem. Results are applied to a complex dynamic system consisting of the flare control of a STOL aircraft. The design of the flare control is formulated as an LQSF tracking problem.

Patel, R. V.↗

NASA NTRS1978

Robustness and computational aspects of nonlinear stochastic estimators and regulators

Robustness properties of nonlinear extended Kalman filters with constant gains and modeling errors are presented. Sufficient conditions for the nondivergence of state estimates generated by such nonlinear estimators are given. In addition, the overall robustness and stability properties of closed-loop stochastic regulators, based upon the linear-quadratic Gaussian design methodology using linearized dynamics, are presented; the sufficient conditions for closed-loop stability have a 'separation-type' property.

Safonov, M. G.↗

NASA NTRS1977

Robustness and computational aspects of nonlinear stochastic estimators and regulators

Robustness properties of nonlinear extended Kalman filters with constant gains and modeling errors are presented. Sufficient conditions for the nondivergence of state estimates generated by such nonlinear estimators are given. In addition, the overall robustness and stability properties of closed-loop stochastic regulators, based upon the Linear-Quadratic-Gaussian design methodology using linearized dynamics, are presented; the sufficient conditions for closed-loop stability have 'separation-type' property.

Safonov, M. G.↗

NASA NTRS1979

Robust decoupled servomechanism theory for linear multivariable systems

Decoupling theory and robust servomechanism theory are applied to the design of linear multivariable systems with large parameter variations. In addition to being approximately decoupled in the transient period, the over-all system achieves tracking and disturbance rejection robustly in the steady state.

Wang, S.-H.↗

NASA NTRS1980

Robustness results in LQG based multivariable control designs

The robustness of control systems with respect to model uncertainty is considered using simple frequency domain criteria. Results are derived under a common framework in which the minimum singular value of the return difference transfer matrix is the key quantity. In particular, the LQ and LQG robustness results are discussed.

Lehtomaki, N. A.↗

NASA NTRS1979

Robustness properties of discrete time regulators, LOG regulators and hybrid systems

Robustness properites of sample-data LQ regulators are derived which show that these regulators have fundamentally inferior uncertainty tolerances when compared to their continuous-time counterparts. Results are also presented in stability theory, multivariable frequency domain analysis, LQG robustness, and mathematical representations of hybrid systems.

Stein, G.↗

NASA NTRS1979

Design of flight control systems via robust decoupled servomechanism theory

Wang, S.-H.↗

NASA NTRS1981

Robustness results in linear-quadratic Gaussian based multivariable control designs

The robustness of control systems with respect to model uncertainty is considered using simple frequency domain criteria. Available and new results are derived under a common framework in which the minimum singular value of the return difference transfer matrix is the key quantity. In particular, robustness results associated with multivariable control systems designed on the basis of linear-quadratic (LQ) and the linear-quadratic Gaussian (LQG) design methodologies are presented.

Lehtomaki, N. A.↗

NASA NTRS1981

Penetrating transmission zeros in the design of robust servomechanism systems

In the design of a robust servomechanism system, it is well known that the system cannot track a reference signal whose frequency coincides with the transmission zeros of the system. This paper proposes a new design method for overcoming this difficulty. The controller to be used employs a sampler and holding device with exponential decay. It is shown that the transmission zeros of the discretized system can be shifted by changing the rate of the exponential decay of the holding device. Thus, it is possible to design a robust controller for the discretized system to track any reference signal of given frequency, even if the given frequency coincides with the transmission zeros of the original continuous-time system.

Wang, S. H.↗

NASA NTRS1981

A class of stable, robust feedback controllers for large space structures

A two-level control system design is considered for large space structures, which consists of a primary and a secondary controller. The secondary or damping enhancement controller is shown to be stable and robust, even when time-invariant nonlinearities are present in the actuators and/or sensors. The use of Annular Momentum Control Devices (AMCD's) is also considered for secondary control. The primary attitude controller using collocated torque actuators and attitude and rate sensors is stable and robust. The effect of actuator/sensor dynamics on the stability of the primary and secondary controllers is considered. The AMCD's used for secondary control actuation can also be used for the primary controller.

Joshi, S. M.↗

NASA NTRS1981

Computational methods of robust controller design for aerodynamic flutter suppression

The development of Riccati iteration, a tool for the design and analysis of linear control systems is examined. First, Riccati iteration is applied to the problem of pole placement and order reduction in two-time scale control systems. Order reduction, yielding a good approximation to the original system, is demonstrated using a 16th order linear model of a turbofan engine. Next, a numerical method for solving the Riccati equation is presented and demonstrated for a set of eighth order random examples. A literature review of robust controller design methods follows which includes a number of methods for reducing the trajectory and performance index sensitivity in linear regulators. Lastly, robust controller design for large parameter variations is discussed.

Anderson, L. R.↗

NASA NTRS1982

Robustness of adaptive control algorithms in the presence of unmodeled dynamics

This paper reports the outcome of an exhaustive analytical and numerical investigation of stability and robustness properties of a wide class of adaptive control algorithms in the presence of unmodeled dynamics and output disturbances. The class of adaptive algorithms considered are those commonly referred to as model-reference adaptive control algorithms, self-tuning controllers, and dead-beat adaptive controllers; they have been developed for both continuous-time systems and discrete-time systems. The existing adaptive control algorithms have been proven to be globally asymptotically stable under certain assumptions, the key ones being (1) that the number of poles and zeroes of the unknown plant are known, and (2) that the primary performance criterion is related to good command following. These theoretical assumptions are too restrictive from an engineering point of view. Real plants always contain unmodeled high-frequency dynamics and small delays, and hence no upper bound on the number of the plant poles and zeroes exists. Also real plants are always subject to unmeasurable output additive disturbances, although these may be guide small. Hence, it is important to critically examine the stability robustness properties of the existing adaptive algorithms when some of the theoretical assumptions are removed; in particular, their stability and performance properties in the presence of unmodeled dynamics and output disturbances. Previously announced in STAR as N83-16061

Rohrs, C. E.↗

NASA NTRS1985

Robust Control Design for Large Space Structures

The control design problem for the class of future spacecraft referred to as large space structures (LSS) is by now well known. The issue is the reduced order control of a very high order, lightly damped system with uncertain system parameters, particularly in the high frequency modes. A design methodology which incorporates robustness considerations as part of the design process is presented. Combining pertinent results from multivariable systems theory and optimal control and estimation, LQG eigenstructure assignment and LQG frequency shaping, were used to improve singular value robustness measures in the presence of control and observation spillover.

Eastman, W. L.↗

NASA NTRS1985

Robustness of continuous-time adaptive control algorithms in the presence of unmodeled dynamics

This paper examines the robustness properties of existing adaptive control algorithms to unmodeled plant high-frequency dynamics and unmeasurable output disturbances. It is demonstrated that there exist two infinite-gain operators in the nonlinear dynamic system which determines the time-evolution of output and parameter errors. The pragmatic implications of the existence of such infinite-gain operators is that: (1) sinusoidal reference inputs at specific frequencies and/or (2) sinusoidal output disturbances at any frequency (including dc), can cause the loop gain to increase without bound, thereby exciting the unmodeled high-frequency dynamics, and yielding an unstable control system. Hence, it is concluded that existing adaptive control algorithms as they are presented in the literature referenced in this paper, cannot be used with confidence in practical designs where the plant contains unmodeled dynamics because instability is likely to result. Further understanding is required to ascertain how the currently implemented adaptive systems differ from the theoretical systems studied here and how further theoretical development can improve the robustness of adaptive controllers.

Rohrs, C. E.↗

NASA NTRS1984

On the design of robust LQ regulators

Sufficient conditions are obtained for global asymptotic stability of linear systems controlled by linear quadratic (LQ) regulators when nonlinearities or unmodeled linear dynamics are present in the loop. The conditions are less conservative than the standard LQ robustness results because they generally yield phase margins greater than 60 deg, and tolerance to nonlinearities having gains greater than 1/2. The conditions also provide a measure of robustness of a given LQ design to unmodeled dynamics and nonlinearities. For open-loop stable plants, it is proved that a class of LQ regulators can always be designed to have plus or minus 90 deg phase margin and tolerance to nonlinearities in the (0, infinity) sector.

Joshi, S. M.↗